Prediction of Multivariate Heterogeneous VariableMultivariate Time SeriesComplexity of Distribution

Issue Date:

2006

Publisher:

Institute of Information Theories and Applications FOI ITHEA

Abstract:

An approach to solving the problem of heterogeneous multivariate time series analysis with respect to
the sample size is considered in this paper. The criterion of prediction multivariate heterogeneous variable is used
in this approach. For the fixed complexities of probability distribution and logical decision function class the
properties of this criterion are presented.